import json import os def get_data_in_range(ticker, start_date, end_date, data_type, data_dir, period=None): """ Gets finnhub data saved and processed on disk. Args: start_date (str): Start date in YYYY-MM-DD format. end_date (str): End date in YYYY-MM-DD format. data_type (str): Type of data from finnhub to fetch. Can be insider_trans, SEC_filings, news_data, insider_senti, or fin_as_reported. data_dir (str): Directory where the data is saved. period (str): Default to none, if there is a period specified, should be annual or quarterly. """ if period: data_path = os.path.join( data_dir, "finnhub_data", data_type, f"{ticker}_{period}_data_formatted.json", ) else: data_path = os.path.join( data_dir, "finnhub_data", data_type, f"{ticker}_data_formatted.json" ) data = open(data_path, "r") data = json.load(data) # filter keys (date, str in format YYYY-MM-DD) by the date range (str, str in format YYYY-MM-DD) filtered_data = {} for key, value in data.items(): if start_date <= key <= end_date and len(value) > 0: filtered_data[key] = value return filtered_data